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sarahjia · 2020年07月17日

问一道题:NO.PZ2015121802000020

问题如下:

An analyst is trying to calculate the returns and standard deviation of different asset classes based on their historical data. Which of the following asset class will have the highest return and standard deviation?

选项:

A.

Small-cap stocks.

B.

Long-term corporate bonds.

C.

Large-cap stocks.

解释:

A is correct.

Based on historical data, small-cap stocks have the highest annual return and standard deviation of return among the asset classes.

请问为啥小公司的股票有很高的标准差呢,由哪个公式来的呀,谢谢

1 个答案

丹丹_品职答疑助手 · 2020年07月17日

嗨,从没放弃的小努力你好:


同学你好,可以这么理解,小盘股的流动性价差波动比较大,标准差就是衡量其波动性所以标准差比较大


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